A LONG-SHORT, single-instrument mean-reversion on SOLUSDT.BINANCE (USD-M perp, 1h bars) that trades the well-documented post-capitulation bounce — but detects the forced-selling event through OPEN-INTEREST CHANGE rather than the raw liquidations feed. This is the key differentiation: four liquidation-cascade-reversal siblings were abandoned this session on structural data insufficiency (the Binance liquidations table is live-accrued to only ~90 days), whereas open-interest history is available multi-year via Binance Vision metrics CSVs — so the same blessed mechanism becomes backtestable. Thesis: a rapid OI DROP concurrent with a sharp price move is the signature of a leverage flush (mass liquidation / forced position-closing), which is self-exhausting — once the trapped side is flushed, price snaps back. Mechanism per 1h bar: (1) compute OI change over the last M hours (default M=4) as a percentage of prior OI; (2) compute the concurrent price move in ATR units; (3) if OI has FALLEN ≥ oi_drop_thresh (default 5% over 4h) AND price moved sharply (≥ move_thresh, default 1.5×ATR) in the SAME window, fade the exhausted move — go LONG if price fell (longs flushed / down-cascade), go SHORT if price spiked up (shorts squeezed / up-flush). This is deliberately DIFFERENT from everything dying this session: NOT trend-following (the 209-death single-regime graveyard — it is contrarian and regime-distributed), NOT the liquidations-FEED family (uses OI, which does not data-wall), NOT a basket (single-instrument, 2 fills/round-trip, sidesteps the L12 fee wall), NOT options (no trade-count wall), NOT low-frequency daily (1h with dozens of flush events/year clears the ~1-year sandbox trade-count wall that just killed the daily 200-SMA strategies), and NOT taker-flow/L-S-ratio (already pending). It targets a high-volatility name so post-flush bounces (1–2%) clear the ~0.10% round-trip with margin, and uses 3 low parameters to resist overfit.